Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-16 0.373018 0.411098 0.452842 0.502259 0.559499 0.624128 0.703204
2025-02-23 0.317844 0.364396 0.418381 0.486340 0.570665 0.673300 0.809970
2025-03-02 0.277277 0.327098 0.387308 0.466713 0.570677 0.705150 0.897489
2025-03-09 0.255863 0.309579 0.376944 0.469666 0.597386 0.772680 1.042247
2025-03-16 0.243470 0.301514 0.376854 0.484847 0.641145 0.868835 1.246528
2025-03-23 0.230311 0.290834 0.371712 0.491781 0.673335 0.952583 1.450279
2025-03-30 0.217630 0.279443 0.364147 0.493830 0.697778 1.027572 1.657115
2025-04-06 0.205218 0.267267 0.354143 0.490762 0.713227 1.089690 1.856200
2025-04-13 0.189702 0.249534 0.334590 0.470937 0.698644 1.097189 1.949640
2025-04-20 0.181857 0.242194 0.329615 0.473188 0.720871 1.173917 2.209466
2025-04-27 0.174327 0.234750 0.323804 0.473322 0.739118 1.245980 2.482241
2025-05-04 0.167236 0.227467 0.317629 0.472111 0.754531 1.314901 2.771889
2025-05-11 0.161081 0.221451 0.313341 0.474287 0.777743 1.407353 3.171002
2025-05-18 0.152053 0.210520 0.300504 0.460455 0.768414 1.427413 3.374347
2025-05-25 0.142989 0.199074 0.286150 0.442759 0.749395 1.422281 3.500625
2025-06-01 0.138785 0.194984 0.283499 0.445815 0.772689 1.521358 4.021500
2025-06-08 0.137026 0.194612 0.286885 0.460127 0.821315 1.694541 4.927806
2025-06-15 0.133962 0.191959 0.286219 0.466697 0.854184 1.836029 5.830883
2025-06-22 0.130320 0.188166 0.283333 0.468678 0.877030 1.956391 6.756082
2025-06-29 0.126143 0.183285 0.278253 0.465871 0.888390 2.046783 7.628363
2025-07-06 0.119761 0.174487 0.265841 0.447444 0.860376 2.011054 7.763281
2025-07-13 0.116946 0.171527 0.263628 0.449557 0.882595 2.139990 9.060636
2025-07-20 0.113999 0.168211 0.260586 0.449692 0.899953 2.258780 10.480328